diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral_calc.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/python/collateral_calc.py b/python/collateral_calc.py index b120005a..100dc554 100644 --- a/python/collateral_calc.py +++ b/python/collateral_calc.py @@ -165,7 +165,9 @@ def ms_collateral(d): collat = df.loc[1, 'coll_val_ccy'].replace(",", "") if "(" in collat: collat = collat[1:-1] - collat = float(collat) + collat = - float(collat) + else: + collat = float(collat) df = pd.read_excel(DAILY_DIR / "MS_reports" / f"Trade_Detail_{d:%Y%m%d}.xls") d = {'TRCDX': 'IGTCDSCSH', 'ABINT': 'MBSCDSCSH', |